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Geometric approximation for the number of returns of a transient Markov chain to its origin

Daly, Fraser et al.
arXiv (All) · Papers
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Given a discrete-time, transient Markov chain, we establish explicit total variation error bounds in the approximation of the number of visits to its starting state within the first $n$ time steps by a geometric distribution. Our error bounds are expressed in terms of the heat kernel of the Markov c
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